-20.9%
AFRM vs EXEL
+199.5%
-220.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -7.0% | +8.4% | -15.3% | -10.7% |
| 30D | -7.8% | +4.1% | -11.9% | -10.0% |
| 3M | +5.3% | +12.4% | -7.1% | -1.2% |
| 6M | +42.6% | +41.5% | +1.1% | +16.7% |
| YTD | -2.8% | +34.6% | -37.4% | -18.9% |
| 1Y | -19.3% | +57.9% | -77.2% | -39.7% |
| 3Y | +231.0% | +159.5% | +71.5% | +50.8% |
| All | -20.9% | +199.5% | -220.5% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling